Clark representation formula for the solution to equation with interaction
Probability
2021-03-09 v1
Abstract
In this paper Clark-Ocone representation for solution to measure-valued equation with interaction is studied. It is proven that the integrand is absolutely continuous with respect to Lebesgue measure.
Cite
@article{arxiv.2103.04879,
title = {Clark representation formula for the solution to equation with interaction},
author = {Jasmina Đorđević and Andrey Dorogovtsev},
journal= {arXiv preprint arXiv:2103.04879},
year = {2021}
}
Comments
6 pages, 0 figures